Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.
| Version: | 0.1.1 |
| Imports: | stats, fracdiff, forecast |
| Published: | 2017-07-15 |
| DOI: | 10.32614/CRAN.package.TSF |
| Author: | Sandipan Samanta, Ranjit Kumar Paul and Dipankar Mitra |
| Maintainer: | Dr. Ranjit Kumar Paul <ranjitstat at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| CRAN checks: | TSF results |
| Reference manual: | TSF.pdf |
| Package source: | TSF_0.1.1.tar.gz |
| Windows binaries: | r-devel: TSF_0.1.1.zip, r-release: TSF_0.1.1.zip, r-oldrel: TSF_0.1.1.zip |
| macOS binaries: | r-release (arm64): TSF_0.1.1.tgz, r-oldrel (arm64): TSF_0.1.1.tgz, r-release (x86_64): TSF_0.1.1.tgz, r-oldrel (x86_64): TSF_0.1.1.tgz |
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